The present invention relates to a system for creating plans for procuring commodities from a supplier and delivering to a prospective consumer. Specifically, the present invention relates to a system that solves a mixed integer programming problem for creating such plans.
Conventionally, when businesses purchase commodities such as petroleum or natural gas, they create a purchasing plan using delivery means such as ships. The purchasing plan includes the purchase contract with the commodity supplier, the lease agreement for ships with the ship operator and an operating plan for the company ships owned by the business. In addition, it is preferable for the operating plan to be created so as to reduce the purchase costs for the commodity and the delivery costs as much as possible. The problem of creating such purchasing plans becomes complicated if the purchase contract, lease plan and operating plan are each created in parallel, and even if the calculations are done using an information processing device, there are cases where it is not completed in a realistic [amount of] time. Therefore, purchasing contracts, lease contracts and operating plans have conventionally been, for example, created successively in that order.
Moreover, there are cases where the problem of minimizing costs under certain constraints may modeled as a linear programming problem and a mixed integer programming problem. See Optimization Handbook: Nemhauser, G. L., Rinnooy Kan, A. H. G., Todd, M. J. ed., Asakura Publishing Co., Ltd., 1995 for a typical method of solution for linear programming problems.
However, the purchasing contracts, lease contracts and operating plans are interrelated, and if one of them is determined first, there have been cases where purchasing costs and delivery costs could not be minimized for the purchasing contract as a whole. In addition, when the demand for the commodity changes during the planning period, it is preferable for the purchasing plan to change suitably. However, if one attempts to create a purchasing plan that takes into consideration the effects of such changes in demand, the time for the calculating using an information processing device for that creation becomes even longer. Thus, it has conventionally been impossible to create a purchasing plan that minimizes costs in a realistic amount of time.